Related papers: Strong solutions to a beta-Wishart particle system
We investigate the completeness of the solutions of the Bethe equations for the integrable spin-s isotropic (XXX) spin chain with periodic boundary conditions. Solutions containing the exact string i s, i (s-1), ..., -i(s-1), -is are…
This paper is devoted to derive some necessary and suficient conditions for the existence of positive solutions to a singular second order system of dynamic equations with Dirichlet boundary conditions. The results are obtained by employing…
This paper considers some the existence and uniqueness of strong solutions of stochastic neutral functional differential equations. The conditions on the neutral functional relax those commonly used to establish the existence and uniqueness…
In this paper, we first study the existence-uniqueness and large deviation estimate of solutions for stochastic Volterra integral equations with singular kernels in 2-smooth Banach spaces. Then, we apply them to a large class of semilinear…
In this paper we are concerned with the stochastic partial differential equations of super-fast diffusion processes describing behavior of plasma dX(t)-{\Delta}ln(X(t)+1)dt=\surd(Q)dW(t), in (0,T)\timesO, where O is a bounded open subset of…
In this paper, we investigate the existence and finite-time blow-up for the solution of a reaction-diffusion system of semilinear stochastic partial differential equations (SPDEs) subjected to a two-dimensional fractional Brownian motion…
We establish the existence and uniqueness for a one-dimensional stochastic differential equation driven by a Brownian motion and a pure jump {\levy} process. It is shown that under fairly general conditions on the coefficients, pathwise…
The paper considers a coupled system of linear Boltzmann transport equations (BTE), and its Continuous Slowing Down Approximation (CSDA). This system can be used to model the relevant transport of particles used e.g. in dose calculation in…
In this paper we discuss existence and uniqueness for a one-dimensional time inhomogeneous stochastic differential equation directed by an $\mathbb{F}$-semimartingale $M$ and a finite cubic variation process $\xi$ which has the structure…
In this paper we study path-by-path uniqueness for multidimensional stochastic differential equations driven by the Brownian sheet. We assume that the drift coefficient is unbounded, verifies a spatial linear growth condition and is…
We study the strong approximation of the solutions to singular stochastic kinetic equations (also referred to as second-order SDEs) driven by $\alpha$-stable processes, using an Euler-type scheme inspired by [11]. For these equations, the…
We prove the existence of a weak solution to a backward stochastic differential equation (BSDE) $$ Y_t=\xi+\int_t^T f(s,X_s,Y_s,Z_s)\,ds-\int_t^T Z_s\,d\wien_s$$ in a finite-dimensional space, where $f(t,x,y,z)$ is affine with respect to…
We consider the following Scr\"odinger system $$\begin{cases}\displaystyle i\partial_t u + \Delta u +(|u|^2+\beta |v|^2) u= 0, \\ \displaystyle i\partial_t v + \Delta v +(|v|^2+\beta |u|^2) v = 0,\end{cases}$$ with initial data $(u_0,v_0)…
We provide a new, concise proof of weak existence and uniqueness of solutions to the stochastic differential equation for the multidimensional skew Brownian motion. We also present an application to Brownian particles with skew-elastic…
In this paper we prove the existence and uniqueness of maximal strong (in PDE sense) solution to several stochastic hydrodynamical systems on unbounded and bounded domains of $\mathbb{R}^n$, $n=2,3$. This maximal solution turns out to be a…
We prove existence and uniqueness for some nonlinear stochastic differential equation used in molecular dynamics, whose nonlinearity comes from a conditional expectation term. We also introduce an interacting particle system in order to…
This paper is concerned with a class of uncertain backward stochastic differential equations (UBSDEs) driven by both an $m$-dimensional Brownian motion and a $d$-dimensional canonical process with uniform Lipschitzian coefficients. Such…
Differential equations need boundary conditions (BC's) for their solution. It is commonly acknowledged that differential equations and BC's are representative of independent physical processes, and no correlations between them is required.…
For the stochastic differential equation (SDE) which has piecewise continuous arguments (PCAs), is driven by multiplicative noises and its drift coefficients are dissipative, we show that the solution at integer time is a Markov chain and…
This paper concerns with some of the results related to the singular solutions of certain types of non-linear integrable differential equations (NIDE) and behavior of the singularities of those equations. The approach heavily relies on the…